Hua Xiao. The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps. J. Systems Science & Complexity, 24(6):1083-1099, 2011. [doi]
@article{Xiao11-9,
title = {The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps},
author = {Hua Xiao},
year = {2011},
doi = {10.1007/s11424-011-9311-x},
url = {http://dx.doi.org/10.1007/s11424-011-9311-x},
researchr = {https://researchr.org/publication/Xiao11-9},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {24},
number = {6},
pages = {1083-1099},
}